Interest rate volatility and the shape of the term structure (Q4698074)
From MaRDI portal
scientific article; zbMATH DE number 754846
Language | Label | Description | Also known as |
---|---|---|---|
English | Interest rate volatility and the shape of the term structure |
scientific article; zbMATH DE number 754846 |
Statements
Interest rate volatility and the shape of the term structure (English)
0 references
14 May 1995
0 references
interest rate uncertainty
0 references
forward rate curve
0 references
interest rate volatility
0 references